Whether watching Michael Jackson moonwalk or Savion Glover tap dance, it is striking how skilfully some people can move their bodies. The emerging field of cognitive neuroscience has produced important advances in understanding the control and perception of complex action. Here we outline the merits and limitations of neuroscience methods for studying psychological states and how they might inform sport psychology research. To do so, we review studies that have used dance paradigms, as well as summarize a debate regarding the utility of brain-based measurements for studying human cognition. Our central argument is twofold. First, the origins of studying dance with cognitive neuroscientific methods do not stem from a desire to inform dancers or instructors how to influence performance. Rather, dance is a useful tool to investigate the neurocognitive mechanisms that mediate the perception of complex action and development of expertise. In other words, neuroscientists were initially interested in ways that dance could be used to study elementary links between action and perception. Second, biological-level descriptions should not hold a privileged status over any other measure of a psychological state, and we urge consideration of the limits of brain-based methods when using cognitive neuroscientific approaches to understand the psychology of sport.